Product

Standard & Poor's Credit Risk Assessment Services

Featured on this product list
 
Product and service specifications
Database
• N/A
Language used
• N/A
Operating system
• N/A
Pricing structure
• N/A
User interface
• N/A
Tags:
credit risk assessment, credit scoring, expert judgement, benchmarks, mapping, templates, scoring
Overview
Quantitative Credit Models
Analytical solutions for credit score estimations and quantitatively-derived risk measures; internal and third-party models evaluation and custom modeling of risk rating parameters. 
 
Credit Risk Tracker North America
Credit Risk Tracker is a web-based tool that produces forward-looking, one-year probability of default estimates based on a time series of financial, industry specific and macroeconomic variables. The model focuses specifically on the difficult-to-evaluate sector of privately held small and medium-sized private companies.
 
CreditModel
CreditModel is a web-based statistical model designed to predict industry-specific ratings for medium to large corporations in North America, Europe, and Japan. CreditModel produces quantitatively derived rating estimates for both publicly traded and privately owned firms with revenues of at least $50 million (¥10 billion for Japanese firms).
 
LossStats® Model
LossStats® Model provides ultimate discounted loss distributions and trading price loss distributions based on publicly available data in the United States, consortium data and an organizations’ internal data. The model helps banks, securitizers, and investors with loss given default estimates on exposures using a robust quantitative framework that is capable of modeling a full range of expected losses at confidence levels ranging from 75 to 99%.           

Credit Assessment Templates                                                                                    Standard & Poor’s Credit Assessment Templates provide banks, insurers, corporations and asset managers with a formalized expert-based judgment system for the assessment of obligor and facility risks for specific industry segments - based on Standard & Poor’s credit ratings methodology, internal methodology or a combination of both.

For additional information: E-mail risksolutions@standardandpoors.com or contact us at:

Hong Kong
852.2841.1078
 
London
44.0207.176.3767
 
New York
1.212.438.1456
 
Tokyo
81.3.4550.8711

Visit our website at: www.risksolutions.standardandpoors.com

Company
Company information
Event participation
News
Literature
About this Product
Ask the vendor a question
Frequently asked questions
Printer friendly version
Email this to a friend